0.3(top 100%)
impact factor
117(top 100%)
papers
466(top 50%)
citations
10(top 50%)
h-index
0.3(top 100%)
extended IF
119
all documents
503
doc citations
15(top 50%)
g-index

Top Articles

#TitleJournalYearCitations
1Weather Derivatives and Stochastic Modelling of TemperatureInternational Journal of Stochastic Analysis201127
2An M/M/2 Queueing System with Heterogeneous Servers Including One with Working VacationInternational Journal of Stochastic Analysis201219
3Online Stochastic Convergence Analysis of the Kalman FilterInternational Journal of Stochastic Analysis201319
4Regime-Switching Risk: To Price or Not to Price?International Journal of Stochastic Analysis201118
5Yamada-Watanabe Results for Stochastic Differential Equations with JumpsInternational Journal of Stochastic Analysis201517
6Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson PotentialInternational Journal of Stochastic Analysis201115
7Stochastic Analysis of Gaussian Processes via Fredholm RepresentationInternational Journal of Stochastic Analysis201614
8Optimal Selling of an Asset under Incomplete InformationInternational Journal of Stochastic Analysis201113
9Stability Analysis of a Stochastic SIR Epidemic Model with Specific Nonlinear Incidence RateInternational Journal of Stochastic Analysis201313
10Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random JumpsInternational Journal of Stochastic Analysis201212
11The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary ConditionsInternational Journal of Stochastic Analysis201011
12Pricing Variance Swaps for Stochastic Volatilities with Delay and JumpsInternational Journal of Stochastic Analysis201111
13Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous DiffusionInternational Journal of Stochastic Analysis201211
14Hypothesis Testing in a Fractional Ornstein-Uhlenbeck ModelInternational Journal of Stochastic Analysis201211
15A Decomposable Branching Process in a Markovian EnvironmentInternational Journal of Stochastic Analysis201211
16α-Stable Lévy Noise: A Random Field Approach">SPDEs with α-Stable Lévy Noise: A Random Field ApproachInternational Journal of Stochastic Analysis201410
17Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance ProblemsInternational Journal of Stochastic Analysis201410
18Analysis of a Priority Queue with Phase-Type Service and FailuresInternational Journal of Stochastic Analysis201610
19Birth and Death Processes with Neutral MutationsInternational Journal of Stochastic Analysis20129
20Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random MeasuresInternational Journal of Stochastic Analysis20129
21A Discrete-Time Queue with Balking, Reneging, and Working VacationsInternational Journal of Stochastic Analysis20149
22Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price FormulasInternational Journal of Stochastic Analysis20108
23Optimal Geometric Mean Returns of Stocks and Their OptionsInternational Journal of Stochastic Analysis20128
24Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of DiseaseInternational Journal of Stochastic Analysis20178
25A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit RiskInternational Journal of Stochastic Analysis20107
26Survival Exponents for Some Gaussian ProcessesInternational Journal of Stochastic Analysis20127
27From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided IntervalInternational Journal of Stochastic Analysis20147
28A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and CollateralizationInternational Journal of Stochastic Analysis20167
29Optimal Control with Partial Information for Stochastic Volterra EquationsInternational Journal of Stochastic Analysis20106
30Yule-Walker Estimation for the Moving-Average ModelInternational Journal of Stochastic Analysis20116
31A q-Weibull Counting Process through a Fractional Differential OperatorInternational Journal of Stochastic Analysis20116
32Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching ModelInternational Journal of Stochastic Analysis20126
33A Semigroup Expansion for Pricing Barrier OptionsInternational Journal of Stochastic Analysis20146
34A Stochastic Flows Approach for Asset Allocation with Hidden Economic EnvironmentInternational Journal of Stochastic Analysis20156
35Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy NoisesInternational Journal of Stochastic Analysis20105
36A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and StabilityInternational Journal of Stochastic Analysis20115
37General LQG Homing Problems in One DimensionInternational Journal of Stochastic Analysis20125
38Applications of Stochastic Processes in Biology and MedicineInternational Journal of Stochastic Analysis20135
39A Stochastic Diffusion Process for the Dirichlet DistributionInternational Journal of Stochastic Analysis20135
40The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump DiffusionsInternational Journal of Stochastic Analysis20145
41A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility ModelsInternational Journal of Stochastic Analysis20155
42Option Price Decomposition in Spot-Dependent Volatility Models and Some ApplicationsInternational Journal of Stochastic Analysis20175
43Random Trigonometric Polynomials with Nonidentically Distributed CoefficientsInternational Journal of Stochastic Analysis20104
44Impulse Control of Proportional Reinsurance with ConstraintsInternational Journal of Stochastic Analysis20114
45The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting BarriersInternational Journal of Stochastic Analysis20124
46Consistent Price Systems in Multiasset MarketsInternational Journal of Stochastic Analysis20124
47A Note on the Distribution of Multivariate Brownian ExtremaInternational Journal of Stochastic Analysis20144
48Regime-Switching Temperature Dynamics Model for Weather DerivativesInternational Journal of Stochastic Analysis20184
49General Decay Stability for Stochastic Functional Differential Equations with Infinite DelayInternational Journal of Stochastic Analysis20103
50Mild Solutions of Neutral Stochastic Partial Functional Differential EquationsInternational Journal of Stochastic Analysis20113